+6.1%
EMB vs VICR
+57.6%
-51.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.2% | -11.2% | -0.5% |
| 7D | -1.2% | +5.0% | -6.2% | -1.4% |
| 30D | -1.3% | -12.5% | +11.2% | -0.9% |
| 3M | -1.8% | -33.6% | +31.8% | -0.7% |
| 6M | +0.2% | +10.7% | -10.5% | -1.5% |
| YTD | +0.4% | +80.6% | -80.2% | -3.6% |
| 1Y | +2.8% | +288.4% | -285.5% | -5.0% |
| 3Y | +29.1% | +213.8% | -184.7% | +18.1% |
| All | +6.1% | +57.6% | -51.5% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling